Gameshark Help

Today I picked up Gameshark Version 5 Im trying to do the Memory Exploit trick. When I went to start the game and picked without cheats it tryed to open the cd tray which I didint have.My question is do all Gamesharks do that or do I need an older version what version do you guys recommend?

I bought the one for psx and it works ok, sometimes I notice that it freezes and the screen messes up. but I thing the cd is messed up cause that is the only disc it happens 80% of the time it works good...